Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-26 0.311700 0.340642 0.372286 0.409675 0.452936 0.501776 0.561599
2025-11-02 0.266844 0.302406 0.343518 0.395193 0.459340 0.537646 0.642584
2025-11-09 0.234610 0.272690 0.318486 0.378720 0.457602 0.560073 0.708132
2025-11-16 0.216844 0.257580 0.308284 0.377732 0.473289 0.605030 0.810315
2025-11-23 0.207197 0.251112 0.307559 0.387938 0.504059 0.674203 0.961723
2025-11-30 0.195916 0.241220 0.300960 0.388757 0.520862 0.724877 1.095875
2025-12-07 0.185229 0.231072 0.292831 0.386072 0.531438 0.766790 1.225252
2025-12-14 0.175317 0.221141 0.284008 0.381155 0.537421 0.801462 1.350223
2025-12-21 0.165639 0.210833 0.273770 0.372928 0.536713 0.823909 1.456631
2025-12-28 0.161221 0.207558 0.273322 0.379541 0.561169 0.895874 1.695815
2026-01-04 0.158250 0.206087 0.275302 0.390004 0.593430 0.989106 2.027162
2026-01-11 0.151753 0.199084 0.268420 0.385262 0.597565 1.025977 2.227280
2026-01-18 0.146914 0.194414 0.265028 0.386439 0.613650 1.093686 2.562005
2026-01-25 0.139611 0.185700 0.254817 0.375095 0.604263 1.102452 2.714672
2026-02-01 0.132188 0.176480 0.243328 0.360685 0.587272 1.090492 2.791371
2026-02-08 0.128312 0.172466 0.239878 0.360155 0.598158 1.148497 3.174197
2026-02-15 0.126833 0.172016 0.242076 0.369844 0.631378 1.271724 3.952345
2026-02-22 0.123696 0.168831 0.239594 0.370692 0.645781 1.348982 4.614859
2026-03-01 0.120142 0.164833 0.235532 0.368230 0.652509 1.406517 5.254335
2026-03-08 0.116429 0.160431 0.230568 0.363664 0.653884 1.448762 5.871403
2026-03-15 0.112384 0.155352 0.224227 0.355997 0.647170 1.464451 6.337036
2026-03-22 0.110977 0.154441 0.224937 0.362170 0.674210 1.598608 8.083562
2026-03-29 0.110218 0.154531 0.227356 0.371926 0.711613 1.784499 11.123842